• Title/Summary/Keyword: robust optimization problems

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Multi-Level Response Surface Approximation for Large-Scale Robust Design Optimization Problems (다층분석법을 이용한 대규모 파라미터 설계 최적화)

  • Kim, Young-Jin
    • Korean Management Science Review
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    • v.24 no.2
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    • pp.73-80
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    • 2007
  • Robust Design(RD) is a cost-effective methodology to determine the optimal settings of control factors that make a product performance insensitive to the influence of noise factors. To better facilitate the robust design optimization, a dual response surface approach, which models both the process mean and standard deviation as separate response surfaces, has been successfully accepted by researchers and practitioners. However, the construction of response surface approximations has been limited to problems with only a few variables, mainly due to an excessive number of experimental runs necessary to fit sufficiently accurate models. In this regard, an innovative response surface approach has been proposed to investigate robust design optimization problems with larger number of variables. Response surfaces for process mean and standard deviation are partitioned and estimated based on the multi-level approximation method, which may reduce the number of experimental runs necessary for fitting response surface models to a great extent. The applicability and usefulness of proposed approach have been demonstrated through an illustrative example.

ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Son, Pham Tien
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.1
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    • pp.287-301
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    • 2014
  • In this paper, we prove a necessary optimality theorem for a nonsmooth optimization problem in the face of data uncertainty, which is called a robust optimization problem. Recently, the robust optimization problems have been intensively studied by many authors. Moreover, we give examples showing that the convexity of the uncertain sets and the concavity of the constraint functions are essential in the optimality theorem. We present an example illustrating that our main assumptions in the optimality theorem can be weakened.

A Robust Design Using Approximation Model and Probability of Success (근사모델 및 성공확률을 이용한 강건설계)

  • Song, Byoung-Cheol;Lee, Kwon-Hee
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.7 no.3
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    • pp.3-11
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    • 2008
  • Robust design pioneered by Dr. G. Taguchi has been applied to versatile engineering problems for improving quality. Since 1980s, the Taguchi method has been introduced to numerical optimization, complementing the deficiencies of deterministic optimization, which is often called the robust optimization. In this study, the robust optimization strategy is proposed by considering the robustness of objective and constraint functions. The statistics of responses in the functions are surrogated by kriging models. In addition, objective and/or constraint function is represented by the probability of success, thus facilitating robust optimization. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

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A Robust Optimization Using the Statistics Based on Kriging Metamodel

  • Lee Kwon-Hee;Kang Dong-Heon
    • Journal of Mechanical Science and Technology
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    • v.20 no.8
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    • pp.1169-1182
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    • 2006
  • Robust design technology has been applied to versatile engineering problems to ensure consistency in product performance. Since 1980s, the concept of robust design has been introduced to numerical optimization field, which is called the robust optimization. The robustness in the robust optimization is determined by a measure of insensitiveness with respect to the variation of a response. However, there are significant difficulties associated with the calculation of variations represented as its mean and variance. To overcome the current limitation, this research presents an implementation of the approximate statistical moment method based on kriging metamodel. Two sampling methods are simultaneously utilized to obtain the sequential surrogate model of a response. The statistics such as mean and variance are obtained based on the reliable kriging model and the second-order statistical approximation method. Then, the simulated annealing algorithm of global optimization methods is adopted to find the global robust optimum. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

A Study on the Robust Design Using Kriging Surrogate Models (크리깅 근사모델을 이용한 강건설계에 관한 연구)

  • Lee, Kwon-Hee;Cho, Yong-Chul;Park, Gyung-Jin
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.870-875
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    • 2004
  • Current trend of design technologies shows engineers to objectify or automate the given decision-making process. The numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, the robust design strategy is developed based on the DACE and the global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the system. The robustness is determined by the DACE model to reduce the real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.

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ROBUST DUALITY FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.30 no.1
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    • pp.31-40
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    • 2017
  • In this paper, we consider a nonsmooth multiobjective robust optimization problem with more than two locally Lipschitz objective functions and locally Lipschitz constraint functions in the face of data uncertainty. We prove a nonsmooth sufficient optimality theorem for a weakly robust efficient solution of the problem. We formulate a Wolfe type dual problem for the problem, and establish duality theorems which hold between the problem and its Wolfe type dual problem.

A Global Robust Optimization Using the Kriging Based Approximation Model (크리깅 근사모델을 이용한 전역적 강건최적설계)

  • Park Gyung-Jin;Lee Kwon-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.9 s.240
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    • pp.1243-1252
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    • 2005
  • A current trend of design methodologies is to make engineers objectify or automate the decision-making process. Numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, the Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, a design procedure for global robust optimization is developed based on the kriging and global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the function. Robustness is determined by the DACE model to reduce real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. As the postprocess, the first order second-moment approximation method is applied to refine the robust optimum. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.

A Study on the Robust Design for Unconstrained Optimization Problems (제한조건이 없는 최적화 문제의 강건설계에 관한 연구)

  • 이권희;엄인섭;이완익
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.11
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    • pp.2825-2836
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    • 1994
  • The engineering optimization has been developed for the automatic design of engineering systems. Since the conventional optimum is determined without considering noise factors, applications to practical problems can be limited. Current design practice tends to account for these noises by the specification of closer tolerances or the use of safety factors. However, these approaches may be very expensive. Thus the consideration on the noises of design variables is needed for optimal design. A method is presented to find robust solutions for unconstrained optimization problems. The method is applied to discrete and continuous variables. The orthogonal array is utilized based on the Taguchi concept. Through mathematical proofs and numerical examples, it is verified that solutions from the suggested method are more insensitive than the conventional optimum within the range of variations for design variables.

Computational enhancement to the augmented lagrange multiplier method for the constrained nonlinear optimization problems (구속조건식이 있는 비선형 최적화 문제를 위한 ALM방법의 성능향상)

  • 김민수;김한성;최동훈
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.2
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    • pp.544-556
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    • 1991
  • The optimization of many engineering design problems requires a nonlinear programming algorithm that is robust and efficient. A general-purpose nonlinear optimization program IDOL (Interactive Design Optimization Library) is developed based on the Augmented Lagrange Mulitiplier (ALM) method. The ideas of selecting a good initial design point, using resonable initial values for Lagrange multipliers, constraints scaling, descent vector restarting, and dynamic stopping criterion are employed for computational enhancement to the ALM method. A descent vector is determined by using the Broydon-Fletcher-Goldfarb-Shanno (BFGS) method. For line search, the Incremental-Search method is first used to find bounds on the solution, then the bounds are reduced by the Golden Section method, and finally a cubic polynomial approximation technique is applied to locate the next design point. Seven typical test problems are solved to show IDOL efficient and robust.

Robust Optimization of Automotive Seat by Using Constraint Response Surface Model (제한조건 반응표면모델에 의한 자동차 시트의 강건최적설계)

  • 이태희;이광기;구자겸;이광순
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.04b
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    • pp.168-173
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    • 2000
  • Design of experiments is utilized for exploring the design space and for building response surface models in order to facilitate the effective solution of multi-objective optimization problems. Response surface models provide an efficient means to rapidly model the trade-off among many conflicting goals. In robust design, it is important not only to achieve robust design objectives but also to maintain the robustness of design feasibility under the effects of variations, called uncertainties. However, the evaluation of feasibility robustness often needs a computationally intensive process. To reduce the computational burden associated with the probabilistic feasibility evaluation, the first-order Taylor series expansions are used to derive individual mean and variance of constraints. For robust design applications, these constraint response surface models are used efficiently and effectively to calculate variances of constraints due to uncertainties. Robust optimization of automotive seat is used to illustrate the approach.

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